HARModel
Heterogeneous Autoregressive Models
Estimation, simulation, and forecasting using the HAR model from Corsi(2009)
- Version1.0
- R version≥ 2.10
- LicenseGPL-3
- Needs compilation?Yes
- Last release08/31/2019
Documentation
Team
Emil Sjoerup
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- Depends2 packages
- Imports4 packages
- Suggests1 package
- Linking To2 packages